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A Simple Proof of Threshold Saturation for Coupled Scalar Recursions Henry D. Pfister joint work with Arvind Yedla, Yung-Yih Jian, and Phong S. Nguyen Stanford University Electrical Engineering August 17th, 2012 LDPC Codes Spatial Coupling


  1. A Simple Proof of Threshold Saturation for Coupled Scalar Recursions Henry D. Pfister joint work with Arvind Yedla, Yung-Yih Jian, and Phong S. Nguyen Stanford University Electrical Engineering August 17th, 2012

  2. LDPC Codes Spatial Coupling Simple Proof Outline Review of LDPC Codes Spatially-Coupled LDPC Codes Simple Proof of Threshold Saturation A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 2 / 33

  3. LDPC Codes Spatial Coupling Simple Proof Outline Review of LDPC Codes Spatially-Coupled LDPC Codes Simple Proof of Threshold Saturation A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 3 / 33

  4. LDPC Codes Spatial Coupling Simple Proof Low-Density Parity-Check (LDPC) Codes code bits permutation parity checks ✎ Linear codes with a sparse parity-check matrix H ✎ Regular ( l ❀ r ) : H has l ones per column and r ones per row ✎ Irregular: number of ones given by degree distribution ( ✕❀ ✚ ) ✎ Introduced by Gallager in 1960, but largely forgotten until 1995 ✎ Tanner Graph ✎ An edge connects check node i to bit node j if H ij = 1 ✎ Naturally leads to message-passing iterative (MPI) decoding A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 4 / 33

  5. LDPC Codes Spatial Coupling Simple Proof Decoding LDPC Codes ✎ Belief-Propagation (BP) Decoder ✎ Low-complexity message-passing decoder introduced by Gallager ✎ Local inference assuming all input messages are independent ✎ Density Evolution (DE) ✎ Tracks distribution of messages during iterative decoding ✎ BP noise threshold can be computed via DE ✎ Long codes decode almost surely if DE predicts success ✎ Maximum A Posteriori (MAP) Decoder ✎ Optimum decoder that chooses the most likely codeword ✎ Infeasible in practice due to enormous number of codewords ✎ MAP noise threshold can be bounded using EXIT curves A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 5 / 33

  6. LDPC Codes Spatial Coupling Simple Proof Message-Passing Iterative Decoding ✎ Constraint nodes define the valid patterns Circles are bit nodes that assert all edges have same value ✎ Squares are check nodes that assert sum of edge values is 0 ✎ ✎ Iterative decoding on the binary erasure channel (BEC) ✎ Msgs passed along edges in phases: bit-to-check and check-to-bit ✎ Each output message depends only on the input messages ✎ All messages are either correct value or erasure ✎ Message passing rules for the BEC ✎ Bits pass the correct value unless all other inputs are erased ✎ Checks pass the correct value only if all other inputs are correct 1 1 ? 0 1 ? ? ? 1 1 A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 6 / 33

  7. LDPC Codes Spatial Coupling Simple Proof Computation Graph and Density Evolution x 3 = ✧ y 3 ^ 2 y 2 = 1 −( 1 − x 2 ) 3 x 2 = ✧ y 2 1 y 1 = 1 −( 1 − x 1 ) 3 x 1 = ✧ ✎ Computation graph for a (3,4)-regular LDPC code ✎ Illustrates decoding from the perspective of a single bit-node ✎ For long random LDPC codes, the graph is typically a tree ✎ Allows density evolution to track message erasure probability ✎ If x ❂ y are erasure prob. of bit/check output messages, then y x y x y 4 1 − ( 1 − x ) 4 y x y x A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 7 / 33

  8. LDPC Codes Spatial Coupling Simple Proof Density Evolution (DE) for LDPC Codes Density Evolution for a (3,4) LDPC Code Density evolution for a 0.7 = 0.600 ε ( 3 ❀ 4 ) -regular LDPC code: 0.6 Iter = 16 1 − ( 1 − x i ) 3 ✁ 2 � Erasure probability x i+1 0.5 x i + 1 = ✧ 0.4 Decoding Threshold: 0.3 ✧ ✄ ✙ 0 ✿ 6474 0.2 ✧ Sh = 0 ✿ 75 0.1 0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 Erasure probability x i ✎ Binary erasure channel (BEC) with erasure prob. ✧ ✎ DE tracks bit-to-check msg erasure rate x i after i iterations ✎ Defines noise threshold ✧ BP for the large system limit ✎ Easily computed numerically for each code ensemble A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 8 / 33

  9. LDPC Codes Spatial Coupling Simple Proof EXtrinsic Information Transfer (EXIT) Curves EXIT curve for ( 4 ❀ 8 ) -regular ensemble ✎ Codeword ( X 1 ❀ ✿ ✿ ✿ ❀ X n ) 1.0 ✎ Received ( Y 1 ❀ ✿ ✿ ✿ ❀ Y n ) ✎ Curve is extrinsic entropy H ( X i | Y ∼ i ) vs. channel ✧ h BP ( ✧ ) 0.5 ✎ BP EXIT curve via DE area = rate ✧ MAP ( 4 ❀ 8 ) ✎ Ex. h BP ( ✧ ) = ( x ∞ ( ✧ )) 4 ✧ BP ( 4 ❀ 8 ) ✎ Equals 0 below BP thresh ✎ Upper bounds MAP EXIT ✎ MAP EXIT 0 0 0.25 0.50 0.75 1 ✎ Equals 0 below MAP thresh ✧ ✎ Area underneath equals rate A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 9 / 33

  10. LDPC Codes Spatial Coupling Simple Proof Spin, Inference, and Statistical Physics (1) ✎ Ising’s Model of Magnetism ✎ Magnetism caused by alignment of electron spins ✛ i ✷ { + 1 ❀ − 1 } ✎ The system energy in an external field is modeled by � � H ( ✛ 1 ❀ ✿ ✿ ✿ ❀ ✛ n ) = − J ij ✛ i ✛ j − h i ✛ i ( i ❀ j ) ✷ ✄ i for lattice ✄ , spin coupling J ij , and local field h i ✎ In equilibrium, the configuration probability is approximated by P ☞ ( ✛ 1 ❀ ✿ ✿ ✿ ❀ ✛ n ) ✴ e − ☞ H ( ✛ 1 ❀✿✿✿❀✛ n ) ✎ Binary Inference ✎ Spin systems are mathematically similar to binary inference ✎ Pairwise correlations in a binary vector controlled by J ij ✎ Observations encoded into the local magnetic fields h i ✎ The minimium-energy configuration is maximum a posteriori A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 10 / 33

  11. LDPC Codes Spatial Coupling Simple Proof Spin, Inference, and Statistical Physics (2) ✎ Phase Transitions ✎ Inverse temperature ☞ = 1 ❂ T scales coupling and field strength ✎ At high temperature ( ☞ → 0), spin system resembles a liquid ✎ At low temperature ( ☞ → ∞ ), it can freeze into a ground state ✎ The transition can be very complicated ✎ Statistical Physics of LDPC Codes ✎ Code defined using generalized coupling coefficients J ☛ ✎ Codewords are ordered crystalline structures ✎ Field h i is a function of Y i and channel parameter ✎ System is a supercooled liquid between BP and MAP threshold ✎ Correct answer (crystalline state) has minimum energy w.h.p. ✎ Spontaneous crystallization (i.e., decoding) does not occur w.h.p. http://www.youtube.com/watch?v=Xe8vJrIvDQM A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 11 / 33

  12. LDPC Codes Spatial Coupling Simple Proof Outline Review of LDPC Codes Spatially-Coupled LDPC Codes Simple Proof of Threshold Saturation A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 12 / 33

  13. LDPC Codes Spatial Coupling Simple Proof Spatially-Coupled Codes: Background ✎ LDPC Convolutional Codes were introduced by Felstrom and Zigangirov in 1999 ✎ In 2005, LSZC showed that terminated regular LDPC convolutional codes have BP thresholds close to capacity ✎ Recently, KRU observed a general phenomenon whereby the BP threshold of spatially-coupled (SC) LDPC codes saturates to the “MAP” threshold of their uncoupled cousins ✎ This observation implies spatial coupling might benefit applications where iterative decoding falls short of MAP decoding A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 13 / 33

  14. ❀ ❀ ✎ ❀ ❀ ❀ ✎ LDPC Codes Spatial Coupling Simple Proof Spatial Coupling: The ( l ❀ r ❀ L ) Protograph Ensemble 2 L + 1 Protograph for ( 3 ❀ 6 ) -regular ensemble A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 14 / 33

  15. ❀ ❀ ✎ ❀ ❀ ❀ ✎ LDPC Codes Spatial Coupling Simple Proof Spatial Coupling: The ( l ❀ r ❀ L ) Protograph Ensemble L Chain of L protographs for a ( 3 ❀ 6 ) -regular ensemble A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 14 / 33

  16. ✎ ❀ ❀ ✎ ❀ ❀ ❀ LDPC Codes Spatial Coupling Simple Proof Spatial Coupling: The ( l ❀ r ❀ L ) Protograph Ensemble ✵ ✶ 110000000000 ✿ ✿ ✿ 000000 111100000000 ✿ ✿ ✿ 000000 ❇ ❈ ❇ 111111000000 ✿ ✿ ✿ 000000 ❈ ❇ ❈ 001111110000 ✿ ✿ ✿ 000000 ❇ ❈ ❇ ❈ H = 000011111100 ✿ ✿ ✿ 000000 ❇ ❈ L ❇ ❈ 000000111111 ✿ ✿ ✿ 000000 ❇ ❈ ❇ ❈ 000000001111 ✿ ✿ ✿ 110000 ❇ ❈ ❇ ❈ 000000000011 ✿ ✿ ✿ 111100 ❅ ❆ L 000000000000 ✿ ✿ ✿ 111111 ( 3 ❀ 6 ❀ L ) SC protograph for Protograph parity-check matrix a coupled chain of ( 3 ❀ 6 ) ensembles before lifting A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 14 / 33

  17. ✎ ❀ ❀ ✎ ❀ ❀ ❀ LDPC Codes Spatial Coupling Simple Proof Spatial Coupling: The ( l ❀ r ❀ L ) Protograph Ensemble ✵ ✶ 110000000000 ✿ ✿ ✿ 000000 111100000000 ✿ ✿ ✿ 000000 ❇ ❈ ❇ 111111000000 ✿ ✿ ✿ 000000 ❈ ❇ ❈ 001111110000 ✿ ✿ ✿ 000000 ❇ ❈ ❇ ❈ H = 000011111100 ✿ ✿ ✿ 000000 ❇ ❈ L ❇ ❈ 000000111111 ✿ ✿ ✿ 000000 ❇ ❈ ❇ ❈ 000000001111 ✿ ✿ ✿ 110000 ❇ ❈ ❇ ❈ 000000000011 ✿ ✿ ✿ 111100 ❅ ❆ L 000000000000 ✿ ✿ ✿ 111111 Lift the protograph Each 1 becomes an Each node/edge copied M times M ✂ M permutation matrix A Simple Proof of Threshold Saturation for Coupled Scalar Recursions 14 / 33

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